+4,376.7%
LLY vs IOVA
-91.6%
+4,468.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -2.1% | +9.7% | -11.9% | -2.3% |
| 30D | -1.6% | +102.5% | -104.1% | -2.8% |
| 3M | +2.3% | +100.7% | -98.4% | +1.0% |
| 6M | +14.9% | +106.3% | -91.4% | +13.2% |
| YTD | +7.5% | +222.0% | -214.5% | +5.1% |
| 1Y | +55.7% | +299.5% | -243.9% | +51.5% |
| 3Y | +110.6% | +42.9% | +67.7% | +105.4% |
| 5Y | +363.4% | -65.0% | +428.4% | +355.2% |
| 10Y | +1,649.0% | +10.3% | +1,638.7% | +1,591.8% |
| All | +4,376.7% | -91.6% | +4,468.4% | +4,079.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling